//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Annals of financial economics"
~isPartOf:"Economia internazionale"
~isPartOf:"Emerging markets, finance and trade : EMFT"
~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~isPartOf:"Finance research letters"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~language:"eng"
~person:"Blazsek, Szabolcs"
~person:"Gallegati, Mauro"
~person:"Gupta, Rangan"
~person:"Umar, Zaghum"
~person:"Wohar, Mark E."
~subject:"Impact assessment"
~subject:"OECD-Staaten"
~subject:"Risiko"
~subject:"Time series analysis"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Handbuch"
~type_genre:"Konferenzschrift"
~type_genre:"Übersichtsarbeit"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search:
Narrow search
Delete all filters
| 21 applied filters
Year of publication
From:
To:
Subject
All
Impact assessment
OECD-Staaten
Risiko
Time series analysis
Forecasting model
28
Prognoseverfahren
28
Estimation
26
Schätzung
26
Welt
23
World
23
Capital income
22
Kapitaleinkommen
22
Risk
20
Volatility
20
Volatilität
20
Zeitreihenanalyse
18
Theorie
17
Theory
17
Aktienmarkt
14
Stock market
14
USA
12
United States
12
Börsenkurs
11
Forecast
11
Prognose
11
Share price
11
Wirkungsanalyse
11
Coronavirus
9
Regression analysis
9
Regressionsanalyse
9
Monetary policy
8
Geldpolitik
7
Geopolitics
7
Geopolitik
7
Risikoprämie
7
Risk premium
7
Spillover effect
7
Spillover-Effekt
7
ARCH model
6
ARCH-Modell
6
Causality analysis
6
more ...
less ...
Online availability
All
Undetermined
41
Free
1
Type of publication
All
Article
45
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
Handbuch
Konferenzschrift
Übersichtsarbeit
Language
All
English
Author
All
Blazsek, Szabolcs
Gallegati, Mauro
Gupta, Rangan
Umar, Zaghum
Wohar, Mark E.
Gil-Alaña, Luis A.
11
Goodell, John W.
11
Demir, Ender
7
Ji, Qiang
7
Lucey, Brian M.
7
Tiwari, Aviral Kumar
7
Corbet, Shaen
6
Ma, Feng
6
Salisu, Afees A.
6
Zaremba, Adam
6
Aharon, David Y.
5
Bouri, Elie
5
Dinh Hoang Bach Phan
5
Gozgor, Giray
5
Lu, Xinjie
5
Teräsvirta, Timo
5
Zhong, Angel
5
Österholm, Pär
5
Arouri, Mohamed
4
Boubaker, Sabri
4
Escribano, Álvaro
4
Lee, Kiryoung
4
Mensi, Walid
4
Naeem, Muhammad Abubakr
4
Pierdzioch, Christian
4
Roubaud, David
4
Wong, Wing Keung
4
Yamada, Hiroshi
4
Yan, Jingzhou
4
Zeng, Qing
4
Al-Yahyaee, Khamis Hamed
3
Allen, David E.
3
Anzuini, Alessio
3
Ayala, Astrid
3
Balcilar, Mehmet
3
Bekiros, Stelios
3
Canarella, Giorgio
3
more ...
less ...
Published in...
All
Annals of financial economics
Economia internazionale
Emerging markets, finance and trade : EMFT
Empirical economics : a quarterly journal of the Institute for Advanced Studies
Finance research letters
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Applied economics
24
Energy economics
16
International review of economics & finance : IREF
10
The North American journal of economics and finance : a journal of financial economics studies
10
Applied economics letters
8
Economics letters
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Research in international business and finance
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Economic modelling
6
Journal of forecasting
5
Economic systems
4
International review of financial analysis
4
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
4
Applied financial economics
3
Computational economics
3
Defence and peace economics
3
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
3
Journal of international financial markets, institutions & money
3
Journal of macroeconomics
3
Journal of policy modeling : JPMOD ; a social science forum of world issues
3
The European journal of finance
3
Economics : the open-access, open-assessment journal
2
Economics and Business Letters : EBL
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International finance : the only journal bridging the gap between theory and policy in macroeconomics and microfinance
2
International journal of finance & economics : IJFE
2
International journal of forecasting
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of economic studies
2
Journal of financial markets
2
Journal of international money and finance
2
Journal of money, credit and banking : JMCB
2
Journal of multinational financial management
2
more ...
less ...
Source
All
ECONIS (ZBW)
45
Showing
1
-
10
of
45
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
2
Anticipating extreme losses using score-driven shape filters
Ayala, Astrid
;
Blazsek, Szabolcs
;
Escribano, Álvaro
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
4
,
pp. 449-484
Persistent link: https://www.econbiz.de/10014372905
Saved in:
3
Comparison of score-driven equity-gold portfolios during the COVID-19 pandemic using model confidence sets
Ayala, Astrid
;
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
5
,
pp. 705-731
Persistent link: https://www.econbiz.de/10014506866
Saved in:
4
Conservatorship, quantitative easing, and mortgage spreads : a new multi-equation score-driven model of policy actions
Blazsek, Szabolcs
;
Blazsek, Virág
;
Kobor, Adam
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
2
,
pp. 237-264
Persistent link: https://www.econbiz.de/10014288896
Saved in:
5
Infectious diseases-related uncertainty and the predictability of foreign exchange and bitcoin futures realized volatility
Shiba, Sisa
;
Cuñado Eizaguirre, Juncal
;
Gupta, Rangan
; …
- In:
Annals of financial economics
18
(
2023
)
2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014442581
Saved in:
6
Predictability of economic slowdowns in advanced countries over eight centuries : the role of climate risks
Gupta, Rangan
;
Nel, Jacobus
;
Salisu, Afees A.
;
Ji, Qiang
- In:
Finance research letters
54
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014472761
Saved in:
7
Productivity and GDP : international evidence of persistence and trends over 130 years of data
Gil-Alaña, Luis A.
;
Solarin Sakiru Adebola
;
Balcilar, …
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
3
,
pp. 1219-1246
Persistent link: https://www.econbiz.de/10014226350
Saved in:
8
Score-driven multi-regime Markov-switching EGARCH : empirical evidence using the Meixner distribution
Blazsek, Szabolcs
;
Haddad, Michel Ferreira Cardia
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
4
,
pp. 589-634
Persistent link: https://www.econbiz.de/10014372917
Saved in:
9
Are multifractal processes suited to forecasting electricity price volatility? : evidence from Australian intraday data
Segnon, Mawuli
;
Lau, Chi Keung
;
Wilfling, Bernd
;
Gupta, …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 73-98
Persistent link: https://www.econbiz.de/10013334628
Saved in:
10
Covid-19 impact on NFTs and major asset classes interrelations : insights from the wavelet coherence analysis
Umar, Zaghum
;
Gubareva, Mariya
;
Teplova, Tamara V.
; …
- In:
Finance research letters
47
(
2022
)
2
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013553764
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->